+16,759.5%
EBAY vs STLD
+12,361.1%
+4,398.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.8% | -1.7% | +1.1% |
| 7D | +4.1% | -4.7% | +8.8% | +5.3% |
| 30D | +10.1% | -0.9% | +11.0% | +10.2% |
| 3M | +15.0% | -11.9% | +26.9% | +18.2% |
| 6M | +15.4% | +0.9% | +14.5% | +13.6% |
| YTD | +43.1% | +40.4% | +2.7% | +27.9% |
| 1Y | +46.9% | +56.6% | -9.7% | +27.4% |
| 3Y | +225.8% | +125.5% | +100.3% | +148.5% |
| 5Y | +84.2% | +292.8% | -208.6% | +16.9% |
| 10Y | +397.4% | +787.1% | -389.7% | +127.5% |
| All | +16,759.5% | +12,361.1% | +4,398.4% | +1,940.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling